Book Image

Mastering Pandas for Finance

By : Michael Heydt
Book Image

Mastering Pandas for Finance

By: Michael Heydt

Overview of this book

Table of Contents (16 chapters)
Mastering pandas for Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Representing intervals of time using periods


It is often required to represent not just a specific time or sequence of timestamps, but to represent an interval of time using a start date and an end date (an example of this would be a financial quarter). This representation of a bounded interval of time can be represented in pandas using Period objects.

Period objects consist of a start time and an end time and are created from a start date with a given frequency. The start time is referred to as the anchor of the Period object, and the end time is then calculated from the start date and the period specification.

To demonstrate this, the following command creates a period representing a 1-month period anchored in August 2014:

In [22]:
   aug2014 = pd.Period('2014-08', freq='M')
   aug2014

Out[22]:
   Period('2014-08', 'M')

The Period function has start_time and end_time properties that inform us of the derived start and end times of Period:

In [23]:
   aug2014.start_time, aug2014.end_time...